CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 03-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 03-Apr-2015 Change Change % Previous Week
Open 0.7910 0.7955 0.0045 0.6% 0.7865
High 0.7939 0.8010 0.0071 0.9% 0.8010
Low 0.7907 0.7955 0.0048 0.6% 0.7810
Close 0.7938 0.8010 0.0072 0.9% 0.8010
Range 0.0032 0.0055 0.0023 71.9% 0.0200
ATR 0.0060 0.0061 0.0001 1.4% 0.0000
Volume 4 41 37 925.0% 264
Daily Pivots for day following 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8157 0.8138 0.8040
R3 0.8102 0.8083 0.8025
R2 0.8047 0.8047 0.8020
R1 0.8028 0.8028 0.8015 0.8038
PP 0.7992 0.7992 0.7992 0.7996
S1 0.7973 0.7973 0.8005 0.7983
S2 0.7937 0.7937 0.8000
S3 0.7882 0.7918 0.7995
S4 0.7827 0.7863 0.7980
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8543 0.8477 0.8120
R3 0.8343 0.8277 0.8065
R2 0.8143 0.8143 0.8047
R1 0.8077 0.8077 0.8028 0.8110
PP 0.7943 0.7943 0.7943 0.7960
S1 0.7877 0.7877 0.7992 0.7910
S2 0.7743 0.7743 0.7973
S3 0.7543 0.7677 0.7955
S4 0.7343 0.7477 0.7900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8010 0.7810 0.0200 2.5% 0.0038 0.5% 100% True False 52
10 0.8035 0.7810 0.0225 2.8% 0.0035 0.4% 89% False False 34
20 0.8035 0.7780 0.0255 3.2% 0.0043 0.5% 90% False False 43
40 0.8065 0.7780 0.0285 3.6% 0.0036 0.4% 81% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8244
2.618 0.8154
1.618 0.8099
1.000 0.8065
0.618 0.8044
HIGH 0.8010
0.618 0.7989
0.500 0.7983
0.382 0.7976
LOW 0.7955
0.618 0.7921
1.000 0.7900
1.618 0.7866
2.618 0.7811
4.250 0.7721
Fisher Pivots for day following 03-Apr-2015
Pivot 1 day 3 day
R1 0.8001 0.7992
PP 0.7992 0.7974
S1 0.7983 0.7956

These figures are updated between 7pm and 10pm EST after a trading day.

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